First You should get TrayBar handle:
  FindWindow( 'Shell_TrayWnd', '' )

And then You may do whatever You whant. For example create a button:

AButtonWnd :=CreateWindow( 'button' ,
                       'Caption' ,
                       WS_ChildWindow ,
                       0 ,
                       0 ,
                       75 ,
                       20 ,
                       FindWindow( 'Shell_TrayWnd', '' ) ,
                       0 ,
                       hInstance ,
                       Nil );
ShowWindow( AButtonWnd, SW_SHOW )

If You don't whant to create controls by Yourself and let Delphi do it,
use such a WinApi function for any Delphi-made control:
  function SetParent(WndChild: HWnd;
                               WndNewParent: HWnd): HWnd;
( see coresponding Help )